SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jun-2020

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	313.49	309.84	-3.65	-1.2%	298.02
High	314.50	310.51	-3.99	-1.3%	315.64
Low	311.61	302.10	-9.51	-3.1%	296.74
Close	312.05	304.09	-7.96	-2.6%	308.64
Range	2.89	8.41	5.52	191.0%	18.90
ATR	6.50	6.75	0.25	3.8%	0.00
Volume	68,471,200	132,813,504	64,342,304	94.0%	573,187,304

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	330.80	325.85	308.72
R3	322.39	317.44	306.40
R2	313.98	313.98	305.63
R1	309.03	309.03	304.86	307.30
PP	305.57	305.57	305.57	304.70
S1	300.62	300.62	303.32	298.89
S2	297.16	297.16	302.55
S3	288.75	292.21	301.78
S4	280.34	283.80	299.46

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	363.71	355.07	319.04
R3	344.81	336.17	313.84
R2	325.91	325.91	312.11
R1	317.27	317.27	310.37	321.59
PP	307.01	307.01	307.01	309.17
S1	298.37	298.37	306.91	302.69
S2	288.11	288.11	305.18
S3	269.21	279.47	303.44
S4	250.31	260.57	298.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	314.50	302.10	12.40	4.1%	5.25	1.7%	16%	False	True	98,462,440
10	315.64	296.74	18.90	6.2%	7.19	2.4%	39%	False	False	125,304,360
20	323.41	296.74	26.67	8.8%	5.57	1.8%	28%	False	False	107,956,576
40	323.41	272.99	50.42	16.6%	5.45	1.8%	62%	False	False	102,563,223
60	323.41	243.90	79.51	26.1%	6.15	2.0%	76%	False	False	114,600,552
80	323.41	218.26	105.15	34.6%	8.15	2.7%	82%	False	False	154,614,472
100	339.08	218.26	120.82	39.7%	7.61	2.5%	71%	False	False	147,191,277
120	339.08	218.26	120.82	39.7%	6.78	2.2%	71%	False	False	133,793,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	346.25
2.618	332.53
1.618	324.12
1.000	318.92
0.618	315.71
HIGH	310.51
0.618	307.30
0.500	306.31
0.382	305.31
LOW	302.10
0.618	296.90
1.000	293.69
1.618	288.49
2.618	280.08
4.250	266.36

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	306.31	308.30
PP	305.57	306.90
S1	304.83	305.49

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These figures are updated between 7pm and 10pm EST after a trading day.

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